Non-Extensive Entropy Econometrics for Low Frequency Series
National Accounts-Based Inverse Problems
The second edition of Non-extensive Entropy Econometrics for Low Frequency Series provides a new and robust power-law-based, non-extensive entropy econometrics approach to the economic modelling of ill-behaved inverse problems. Particular attention is paid to national account-based general equilibrium models known for their relative complexity. This new proposed approach could extend the frontier of theoretical and applied econometrics.
Keywordsgeneralized cross-entropy; general equilibrium macro-economic model; econometrics
ISBN9783110605914, 9783110605907, 9783110606027, 9783110605914
Publication date and placeBerlin/Boston, 2019
ImprintDe Gruyter Open Poland